+10,701.6%
FIX vs NLY
+1,245.6%
+9,456.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.5% |
| 7D | +6.1% | +0.4% | +5.6% | +5.9% |
| 30D | -2.7% | -1.4% | -1.3% | -2.2% |
| 3M | -10.9% | +12.0% | -23.0% | -15.0% |
| 6M | +29.0% | +8.3% | +20.7% | +24.9% |
| YTD | +76.9% | +8.6% | +68.3% | +71.1% |
| 1Y | +130.7% | +16.9% | +113.8% | +116.4% |
| 3Y | +790.7% | +71.0% | +719.7% | +620.6% |
| 5Y | +2,185.6% | +31.1% | +2,154.5% | +1,913.0% |
| 10Y | +5,993.3% | +81.0% | +5,912.3% | +4,578.9% |
| All | +10,701.6% | +1,245.6% | +9,456.1% | +4,569.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling